NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
4.234 |
4.206 |
-0.028 |
-0.7% |
4.491 |
| High |
4.245 |
4.233 |
-0.012 |
-0.3% |
4.491 |
| Low |
4.206 |
4.160 |
-0.046 |
-1.1% |
4.206 |
| Close |
4.221 |
4.213 |
-0.008 |
-0.2% |
4.221 |
| Range |
0.039 |
0.073 |
0.034 |
87.2% |
0.285 |
| ATR |
0.116 |
0.113 |
-0.003 |
-2.7% |
0.000 |
| Volume |
8,797 |
8,895 |
98 |
1.1% |
29,419 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.421 |
4.390 |
4.253 |
|
| R3 |
4.348 |
4.317 |
4.233 |
|
| R2 |
4.275 |
4.275 |
4.226 |
|
| R1 |
4.244 |
4.244 |
4.220 |
4.260 |
| PP |
4.202 |
4.202 |
4.202 |
4.210 |
| S1 |
4.171 |
4.171 |
4.206 |
4.187 |
| S2 |
4.129 |
4.129 |
4.200 |
|
| S3 |
4.056 |
4.098 |
4.193 |
|
| S4 |
3.983 |
4.025 |
4.173 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.161 |
4.976 |
4.378 |
|
| R3 |
4.876 |
4.691 |
4.299 |
|
| R2 |
4.591 |
4.591 |
4.273 |
|
| R1 |
4.406 |
4.406 |
4.247 |
4.356 |
| PP |
4.306 |
4.306 |
4.306 |
4.281 |
| S1 |
4.121 |
4.121 |
4.195 |
4.071 |
| S2 |
4.021 |
4.021 |
4.169 |
|
| S3 |
3.736 |
3.836 |
4.143 |
|
| S4 |
3.451 |
3.551 |
4.064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.400 |
4.160 |
0.240 |
5.7% |
0.093 |
2.2% |
22% |
False |
True |
6,966 |
| 10 |
4.663 |
4.160 |
0.503 |
11.9% |
0.095 |
2.2% |
11% |
False |
True |
5,479 |
| 20 |
4.896 |
4.160 |
0.736 |
17.5% |
0.105 |
2.5% |
7% |
False |
True |
5,009 |
| 40 |
4.896 |
4.160 |
0.736 |
17.5% |
0.111 |
2.6% |
7% |
False |
True |
3,878 |
| 60 |
4.896 |
4.160 |
0.736 |
17.5% |
0.111 |
2.6% |
7% |
False |
True |
3,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.543 |
|
2.618 |
4.424 |
|
1.618 |
4.351 |
|
1.000 |
4.306 |
|
0.618 |
4.278 |
|
HIGH |
4.233 |
|
0.618 |
4.205 |
|
0.500 |
4.197 |
|
0.382 |
4.188 |
|
LOW |
4.160 |
|
0.618 |
4.115 |
|
1.000 |
4.087 |
|
1.618 |
4.042 |
|
2.618 |
3.969 |
|
4.250 |
3.850 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.208 |
4.280 |
| PP |
4.202 |
4.258 |
| S1 |
4.197 |
4.235 |
|